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Call-Warrant
Symbol:
WVABHV
ISIN:
CH1260795757
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.255 | ||||
| Diff. absolute / % | 0.01 | +1.96% | |||
Determined prices
| Last Price | 0.510 | Volume | 100,000 | |
| Time | 10:40:53 | Date | 08/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1260795757 |
| Valor | 126079575 |
| Symbol | WVABHV |
| Strike | 440.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 31/05/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.14 |
| Time value | 0.12 |
| Implied volatility | 0.30% |
| Leverage | 11.24 |
| Delta | 0.63 |
| Gamma | 0.01 |
| Vega | 0.61 |
| Distance to Strike | -14.00 |
| Distance to Strike in % | -3.08% |
market maker quality Date: 03/05/2024
| Average Spread | 5.59% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 130,000 |
| Average Buy Volume | 130,000 |
| Average Sell Volume | 130,000 |
| Average Buy Value | 29,347 CHF |
| Average Sell Value | 31,039 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |
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